Implement functors for rank-1 and rank-2 update.

blas/GeneralRank1Update.h

@@ -0,0 +1,30 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Chen-Pang He <jdh8@ms63.hinet.net>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_GENERAL_RANK1UPDATE_H
+#define EIGEN_GENERAL_RANK1UPDATE_H
+
+namespace internal {
+
+/* Optimized matrix += alpha * uv' */
+template<typename Scalar, typename Index, bool ConjRhs>
+struct general_rank1_update
+{
+  static void run(Index rows, Index cols, Scalar* mat, Index stride, const Scalar* u, const Scalar* v, Scalar alpha)
+  {
+    typedef Matrix<Scalar,Dynamic,1> PlainVector;
+    internal::conj_if<ConjRhs> cj;
+    for (Index i=0; i<cols; ++i)
+      Map<PlainVector>(mat+stride*i,rows) += alpha * cj(v[i]) * Map<const PlainVector>(u,rows);
+  }
+};
+
+} // end namespace internal
+
+#endif // EIGEN_GENERAL_RANK1UPDATE_H